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pro vyhledávání: '"Xerri, Gabriel"'
This paper estimates potential exposures, netting benefits and settlement gains by merging retail and wholesale payments into batches and conducting multiple intraday settlements in this hypothetical model of a single "calibrated payments system." Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f7e88bce5b2a84b3b489a35a4b8c8996
The increasing importance of risk management in payment systems has led to the development of an array of sophisticated tools designed to mitigate tail risk in these systems. In this paper, we use extreme value theory methods to quantify the level of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1c81f48dbaf997d9913d292186dff4dd
https://hdl.handle.net/10419/200455
https://hdl.handle.net/10419/200455
Autor:
Saiz, Héctor Pérez, Xerri, Gabriel
The recent financial crisis has led to the development of new regulations to control risk in designated payment systems, and the implementation of new credit risk management standards is one of the key issues. In this paper, we study various credit r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cc9a19139aab3c47a0bb944442f3c8bb
https://hdl.handle.net/10419/173369
https://hdl.handle.net/10419/173369